Browsed by
Category: Probability Theory

The Red-Headed Step-Distributions

The Red-Headed Step-Distributions

Almost every textbook in probability or statistics will speak of classifying distributions into two different camps: discrete (singular in some older textbooks) and continuous. Discrete distributions have either a finite or a countable sample space (also known as a set of Lebesgue measure 0), such as the Poisson or binomial distribution, or simply rolling a…

Poisson Processes and Data Loss

Poisson Processes and Data Loss

There are many applications for counting arrivals over time. Perhaps I want to count the arrivals into a store, or shipments into a postal distribution center, or node failures in a cloud cluster, or hard drive failures in a traditional storage array. It's rare that these events come neatly, one after the other, with a…

The Central Limit Theorem isn’t a Statistical Silver Bullet

The Central Limit Theorem isn’t a Statistical Silver Bullet

Chances are, if you took anything away from that high school or college statistics class you were dragged into, you remember some vague notion about the Central Limit Theorem. It's likely the most famous theorem in statistics, and the most widely used. Most introductory statistics textbooks state the theorem in broad terms, that as the…

Probabilistic Ways to Represent the Lifetime of an Object

Probabilistic Ways to Represent the Lifetime of an Object

Every item, system, person, or animal has a lifetime. For people and animals, we typically just measure the lifetime in years, but we have other options for items and systems. We can measure airplane reliability in flight hours (hours actually flown), or stress test a manufacturing tool in cycles. Regardless of the units we use,…